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PennantPark Floating Rate Capital Ltd. PFLT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T03:09:46.682Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002755946Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:09:46.060070+00:00

Share price$6.80
1D-0.3%
AH$6.75$6.78$6.80$6.82$6.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFLT
Sold putSold callAH

PennantPark Floating Rate Capital Ltd. options

Live interpolated PFLT call and put midpoint premiums by absolute delta.PennantPark Floating Rate Capital Ltd.$0.18$0.55$0.92$1.29$1.66$3.99$4.88$5.78$6.67$7.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PFLT spot · $6.80PFLT PRICE$0.34$0.45$0.56$0.67$0.78$0.89$1.00$1.11$1.22$1.33$1.44$1.55$0.22$0.26$0.29$0.33$0.37$0.41$0.44$0.48$0.52$0.56$0.59$0.63$0.67
PutsExpensive6.85×
Calls——
Skew——
Implied moveBullish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.46380.2%52.3%
25Δ7.0764.6%8.9%3.76355.9%48.5%
30Δ6.9170.1%8.3%4.06331.6%44.7%
35Δ6.7675.7%7.7%4.36307.4%40.8%
40Δ6.6181.2%7.1%4.66283.1%37.0%
45Δ6.4686.8%6.5%4.95258.8%33.1%
50Δ6.3192.3%5.9%5.25234.5%29.3%
55Δ6.1697.8%5.4%5.55210.2%25.5%
60Δ6.01103.4%4.8%5.85186.0%21.6%
65Δ5.86108.9%4.2%6.15161.7%17.8%
70Δ5.71114.5%3.6%6.44137.4%14.0%
75Δ5.56120.0%3.0%6.74113.1%10.1%
80Δ5.41125.6%2.4%7.0488.9%6.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.46
IV
380.2%
B/E move
52.3%

25Δ

Calls
Pseudo strike
7.07
IV
64.6%
B/E move
8.9%
Puts
Pseudo strike
3.76
IV
355.9%
B/E move
48.5%

30Δ

Calls
Pseudo strike
6.91
IV
70.1%
B/E move
8.3%
Puts
Pseudo strike
4.06
IV
331.6%
B/E move
44.7%

35Δ

Calls
Pseudo strike
6.76
IV
75.7%
B/E move
7.7%
Puts
Pseudo strike
4.36
IV
307.4%
B/E move
40.8%

40Δ

Calls
Pseudo strike
6.61
IV
81.2%
B/E move
7.1%
Puts
Pseudo strike
4.66
IV
283.1%
B/E move
37.0%

45Δ

Calls
Pseudo strike
6.46
IV
86.8%
B/E move
6.5%
Puts
Pseudo strike
4.95
IV
258.8%
B/E move
33.1%

50Δ

Calls
Pseudo strike
6.31
IV
92.3%
B/E move
5.9%
Puts
Pseudo strike
5.25
IV
234.5%
B/E move
29.3%

55Δ

Calls
Pseudo strike
6.16
IV
97.8%
B/E move
5.4%
Puts
Pseudo strike
5.55
IV
210.2%
B/E move
25.5%

60Δ

Calls
Pseudo strike
6.01
IV
103.4%
B/E move
4.8%
Puts
Pseudo strike
5.85
IV
186.0%
B/E move
21.6%

65Δ

Calls
Pseudo strike
5.86
IV
108.9%
B/E move
4.2%
Puts
Pseudo strike
6.15
IV
161.7%
B/E move
17.8%

70Δ

Calls
Pseudo strike
5.71
IV
114.5%
B/E move
3.6%
Puts
Pseudo strike
6.44
IV
137.4%
B/E move
14.0%

75Δ

Calls
Pseudo strike
5.56
IV
120.0%
B/E move
3.0%
Puts
Pseudo strike
6.74
IV
113.1%
B/E move
10.1%

80Δ

Calls
Pseudo strike
5.41
IV
125.6%
B/E move
2.4%
Puts
Pseudo strike
7.04
IV
88.9%
B/E move
6.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations